eslHQ - english dictionaries

You'd love the Oxford English Dictionary - but it's 20 volumes long and hideously expensive, though there are some good deals on Amazon. But there's also the Shorter Oxford English Dictionary, which I just found on Amazon, used, for $50 - probably one of the best fifty dollars you'd ever invest if you think you're going to be using it for years to come. It's the one I use and it's wonderful - I wouldn't be without it. It tells you the etymology of the word, the first appearance in English, and meanings since it was introduced.
OED also has its own website Home : Oxford English Dictionary and by subscribing you can access the full dictionary. And a site that I find useful is the Online Etymology Dictionary - just type in the word you want and you get its whole history. Much the same as the SOED, but free :)